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This page describes the End of Market Summary - Premium Plus dataset for CME Group DataMine. Files are delivered intraday on a 10-minute delay when settlements are posted. View more information on the the timing of the settlements.

The content for the dataset may include daily Settlement Price, Volume, Open Interest, Open, High, Low, and Close (Delta and Fixing Prices available where applicable) files for all CME Group exchanges, broken out by Asset Class. 

The data may be used by customers to calculate mark to market for end-of-day trades or positions they have on their books or for other business purposes on their end. 

Dates Available

The files are available intra-day on a 10-minute delay from from published settlement times. When the next day files are generated and posted, they overwrite the prior day’s files.

Sample Files

Dataset

Sample File

NYMEX Settle .csv

04/08/2024

NYMEX Settle .txt

04/08/2024

NYMEX Settle .xml

04/08/2024

FAQ

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titleEnd of Market Summary - Premium Plus Format

What format is the file delivered in?

Data is provided in .txt, .xml, and .csv format and may contain volume, open, close, high and low prices for CME Group products offerings.

Info

Open price will always be null. For open prices, please refer to the End of Market Summary Standard, Basic, or Premium datasets.

Are files compressed?

Files are not compressed.

Are layout guides available for the format of each dataset?

See the details on the the file layout and specifications.

What dataset is onboarded to DataMine?

Daily Text formatted settlement price files (stl) that are published after midnight CST. File names are as follows:

  • cbt.settle.e.YYYYMMDD.csv 

  • cbt.settle.e.YYYYMMDD.txt 

  • cbt.settle.e.YYYYMMDD.xml 

  • cbt.settle.s.YYYYMMDD.csv

  • cbt.settle.s.YYYYMMDD.txt 

  • cbt.settle.s.YYYYMMDD.xml 

  • cme.settle.e.YYYYMMDD.csv 

  • cme.settle.e.YYYYMMDD.txt 

  • cme.settle.e.YYYYMMDD.xml 

  • cme.settle.s.YYYYMMDD.csv

  • cme.settle.s.YYYYMMDD.txt 

  • cme.settle.s.YYYYMMDD.xml 

  • comex.settle.e.YYYYMMDD.csv 

  • comex.settle.e.YYYYMMDD.txt 

  • comex.settle.e.YYYYMMDD.xml 

  • comex.settle.s.YYYYMMDD.csv

  • comex.settle.s.YYYYMMDD.txt 

  • comex.settle.s.YYYYMMDD.xml 

  • nymex.settle.e.YYYYMMDD.csv 

  • nymex.settle.e.YYYYMMDD.txt 

  • nymex.settle.e.YYYYMMDD.xml 

  • nymex.settle.s.YYYYMMDD.csv

  • nymex.settle.s.YYYYMMDD.txt 

  • nymex.settle.s.YYYYMMDD.xml

Expand
titleEnd of Market Summary - Premium Plus Availability

How many files are available per day?

There are 4-10 files delivered intra-day based on exchange. Each exchange must be individually subscribed.

What is the historical product availability?

December 3, 2022

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titleEnd of Market Summary - Premium Plus Delivery

When are these files delivered?

Files are delivered intraday on a 10-minute delay when settlements are posted. View more information on the timing of the settlements.

How large are these files?

Daily files average 2-50kb.

Is there a specific process that must be followed in order to use the data?

Six data files are delivered in .txt, .xml, and .csv formats. Customers need to utilize tools to process the data files.